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Statistical Functions

Nov 5, 2013 at 12:53 PM
Hi guys,

I was looking for some basic Statistical functions, specifically around the R-squared test (Pearons product moment correlation coefficient). I noted that the Math.NET Numerics library is very comprehensive, so saw this as a good start. However, I couldn't find an explicit R2 test.

So I rolled my own, but was wondering if you guys wanted it. I wouldn't mind contributing if you guys will have me I have forked the code and added the static class under a new directory for GoodnessOfFit (of course, unit tests are equivalently located). Are you guys interested and if so, should I just open a pull request?

Regards


Ethar
Coordinator
Nov 7, 2013 at 9:37 AM
Hi Ethar

It's great to have you!

We actually do have an implementation of the Pearson correlation coefficient, in the Correlation class. But what we're lacking so far is the view point of statistical hypothesis testing, which is actually a domain I'd like to cover more explicitly at some point.

R2 will often be used togeher with a simple linear regression, so it may be worth to check whether we should bring this closer together. But I guess it may be easier to discuss such details directly in the GitHub issue. Thanks for opening the pull request!

Thanks,
Chris
Marked as answer by cdrnet on 12/31/2013 at 1:46 AM